+249.0%
ZETA vs LSCC
+109.6%
+139.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +7.1% | -1.8% | +2.7% |
| 7D | -0.4% | +13.0% | -13.4% | -5.0% |
| 30D | -8.0% | -19.8% | +11.8% | -1.1% |
| 3M | +21.4% | -18.4% | +39.8% | +28.1% |
| 6M | +80.1% | -16.1% | +96.2% | +80.6% |
| YTD | +52.5% | +42.7% | +9.8% | +17.5% |
| 1Y | +58.5% | +68.0% | -9.5% | +13.5% |
| 3Y | +281.7% | +85.8% | +195.8% | +134.5% |
| 5Y | +237.3% | +28.0% | +209.2% | +106.6% |
| All | +249.0% | +109.6% | +139.4% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LSCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling